LUPIN
Lupin Limited
Historical option data for LUPIN
21 Sep 2025 04:12 PM IST
| LUPIN 30SEP2025 1840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 2055.60 | 128 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2043.40 | 128 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1961.60 | 198.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Lupin Limited - strike price 1840 expiring on 30SEP2025
Delta for 1840 CE is 0.00
Historical price for 1840 CE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 128, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 128, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 198.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LUPIN 30SEP2025 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.16
Theta: -0.23
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2055.60 | 0.8 | -0.75 | 32.10 | 11 | -6 | 301 |
| 14 Sept | 2043.40 | 2 | -2.15 | 28.21 | 130 | 25 | 309 |
| 17 Aug | 1961.60 | 38 | 0 | 0.00 | 0 | 0 | 0 |
For Lupin Limited - strike price 1840 expiring on 30SEP2025
Delta for 1840 PE is -0.02
Historical price for 1840 PE is as follows
On 21 Sept LUPIN was trading at 2055.60. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 32.10, the open interest changed by -6 which decreased total open position to 301
On 14 Sept LUPIN was trading at 2043.40. The strike last trading price was 2, which was -2.15 lower than the previous day. The implied volatity was 28.21, the open interest changed by 25 which increased total open position to 309
On 17 Aug LUPIN was trading at 1961.60. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
